Yes, the warnings are somewhat expected. Those are like what happens when you run LaTeX on a file for the first time: all of the unknown reference warnings which get resolved the second time through. I think typically people will do the following:

either build Sage from scratch or download a binary. In the first case, sage --docbuild all html will get run and so the intersphinx warnings have been turned off explicitly in this case. I also get the one about "search index couldn't be loaded...". I don't know the cause of that; Florent might be able to help.

then modify parts of the Sage library and do sage --docbuild reference html or sage --docbuild reference/combinat html or .... At this point, the various parts of the reference manual have been built along with their intersphinx inventories, so there shouldn't be any intersphinx warnings.

That is, I hope that most users/developers won't see all of these warnings. I've updated the ticket description so it mentions the warnings. (We could turn off all of the warnings all of the time, but I don't think that's a good idea.)

Legend:

Before building the docs, you should delete the documentation output directory: {{{rm -rf SAGE_ROOT/devel/sage/doc/output}}}.

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Before building the docs, you should delete the documentation output directory: {{{rm -rf SAGE_ROOT/devel/sage/doc/output}}}. To test this, you should run `sage --docbuild all html` and `sage --docbuild all pdf`. (Note: just running `sage --docbuild reference html` will probably produce many warnings. If you run it a second time, the warnings should go away.)